Vapor is a much older word alluding to dampness and it was not coined by scientists. It is in use since the 1300s. The actual meaning of meaning of vapor is "Matter in the form of a steamy or imperceptible exhalation; esp. the form into which liquids are naturally converted by the action of a sufficient degree of heat. This is the original 13th century meaning of vapor. The German equivalent of vapor is Dampf (which is relatively clearer in terms of feeling- imagine entering a basement which is damp from water vapor). Gas is relatively a new word as per the unabridged Oxford English Dictionary, and it entered English in the 1600s.
In fact, the OED mentions the distinction "Gas: A substance in a state in which it expands freely to fill the whole of a container, having no fixed shape (unlike a solid) and no fixed volume (unlike a liquid); spec. (distinguished from a vapour) such a substance above a critical temperature such that it cannot be liquefied by the application of pressure alone"
You can also think of the general meanings of vapor in scientific usage:
A substance which is a liquid at room temperature or under ambient conditions, and if it is heated enough so that the liquid evaporates (same root of word), you can call that as vapor of that substance.
Examples: Mercury is a liquid metal, when it is heated enough in a an electric bulb, it becomes a gas, hence the name mercury vapor lamp. It is not called a mercury gas lamp.
It is not necessary that heat be involved. You will find the usage "cold vapor method for Hg analysis" again for mercury which means that Hg was a liquid in a sample but by blowing a gas over it, it has been evaporated.
The recent meaning of vapor from OED, "Vapor: In modern scientific use, a fluid that fills a space like a gas but, being below its critical temperature, can be liquefied by pressure alone."
This is clear enough. Now apply this distinction to your phase diagram and notice the position of the critical point. The vapor "state" is below the critical point.